"Discrete Bismut formula: Conditional integration by parts and a ..."

Naho Akiyama, Toshihiro Yamada (2023)

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DOI: 10.3233/RDA-202070

access: closed

type: Journal Article

metadata version: 2023-11-26

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Naho Akiyama, Toshihiro Yamada:
Discrete Bismut formula: Conditional integration by parts and a representation for delta hedging process. Risk Decis. Anal. 9(1): 1-9 (2023)

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